The use of bodyweight unloading force control on a treadmill with therapist manual assistance for gait training imposes constraints on natural walking. It influences the patient’s training effect for a full range of natural walks. This study presents a prototype and a safety controller for a mobile rehabilitation robot (MRR). The prototype integrates an autonomous mobile bodyweight support system (AMBSS) with a lower-limb exoskeleton system (LES) to simultaneously achieve natural over-ground gait training and motion relearning. Human-centered rehabilitation robots must guarantee the safety of patients in the presence of significant tracking errors. It is difficult for traditional stiff controllers to ensure safety and excellent tracking accuracy concurrently, because they cannot explicitly guarantee smooth, safe, and overdamped motions without overshoot. This paper integrated a linear extended state observer (LESO) into proxy-based sliding mode control (ILESO-PSMC) to overcome this problem. The LESO was used to observe the system’s unknown states and total disturbance simultaneously, ensuring that the “proxy” tracks the reference target accurately and avoids the unsafe control of the MRR. Based on the Lyapunov theorem to prove the closed-loop system stability, the proposed safety control strategy has three advantages: (1) it provides an accurate and safe control without worsening tracking performance during regular operation, (2) it guarantees safe recoveries and overdamped properties after abnormal events, and (3) it need not identify the system model and measure unknown system states as well as external disturbance, which is quite difficult for human–robot interaction (HRI) systems. The results demonstrate the feasibility of the proposed ILESO-PSMC for MRR. The experimental comparison also indicates better safety performance for the ILESO-PSMC than for the conventional proportional–integral–derivative (PID) control.